HTTPWebRequest For Loop Hangs Every 10 Or So Iterations

I am trying to loop through an array and perform an httpwebrequest in each iteration. The code seems to work, however it pauses for a while (eg alot longer than the set timeout. Tried setting that to 100 to check and it still pauses) after every 10 or so iterations, then carries on working.

Here is what I have so far:
For i As Integer = 0 To numberOfProxies - 1
Try
'create request to a proxyJudge php page using proxy
Dim request As HttpWebRequest = HttpWebRequest.Create("[URL]")
request.Proxy = New Net.WebProxy(proxies(i)) 'select the current proxie from the proxies array
request.Timeout = 10000 'set timeout
[Code] .....

I have tried a using block, eg:
Using response As HttpWebResponse = request.GetResponse()
Using sr As StreamReader = New StreamReader(response.GetResponseStream())
Dim pageSourceCode As String = sr.ReadToEnd()
'check the downloaded source for certain phrases, each identifies a type of proxy
[Code] .....

Does the try catch statement automatically close the response, or do I need to put something in Finally? If so, what? i cant use response.close() because its declared in the try block.